CRAZX vs. OTRFX
CRAZX (Columbia Adaptive Risk Allocation Fund) and OTRFX (OnTrack Core Fund) are both Tactical Allocation funds. Over the past 10 years, CRAZX returned 6.74%/yr vs 5.25%/yr for OTRFX. Their 0.47 correlation means their historical movements had little consistent relationship. CRAZX charges 0.74%/yr vs 2.58%/yr for OTRFX.
Performance
CRAZX vs. OTRFX - Performance Comparison
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Returns By Period
In the year-to-date period, CRAZX achieves a 8.22% return, which is significantly higher than OTRFX's 5.10% return. Over the past 10 years, CRAZX has outperformed OTRFX with an annualized return of 6.74%, while OTRFX has yielded a comparatively lower 5.25% annualized return.
CRAZX
- 1D
- -0.09%
- 1M
- -0.17%
- 6M
- 5.23%
- YTD
- 8.22%
- 1Y
- 16.53%
- 3Y*
- 11.54%
- 5Y*
- 4.80%
- 10Y*
- 6.74%
- ALL TIME*
- 5.65%
OTRFX
- 1D
- 0.16%
- 1M
- 0.06%
- 6M
- 1.48%
- YTD
- 5.10%
- 1Y
- 9.57%
- 3Y*
- 5.85%
- 5Y*
- 1.82%
- 10Y*
- 5.25%
- ALL TIME*
- 4.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
OTRFX OnTrack Core Fund | $0.00 | $0.00 | $0.00 |
CRAZX vs. OTRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CRAZX Columbia Adaptive Risk Allocation Fund | 8.22% | 14.35% | 7.85% | 8.84% | -15.03% | 11.20% | 9.44% | 18.93% | -4.52% | 13.26% |
OTRFX OnTrack Core Fund | 5.10% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 6.86% | -4.70% | 6.49% |
Correlation
The correlation between CRAZX and OTRFX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2013 | 0.47 |
The correlation between CRAZX and OTRFX shifts across timeframes, from 0.47 (all time) to 0.62 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CRAZX vs. OTRFX — Risk / Return Rank
CRAZX
OTRFX
CRAZX vs. OTRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Adaptive Risk Allocation Fund (CRAZX) and OnTrack Core Fund (OTRFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CRAZX | OTRFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.57 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.15 | -0.08 |
| Martin ratioReturn relative to average drawdown | 12.41 | 6.62 | +5.79 |
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Drawdowns
CRAZX vs. OTRFX - Drawdown Comparison
The maximum CRAZX drawdown since its inception was -18.21%, which is greater than OTRFX's maximum drawdown of -9.73%. Use the drawdown chart below to compare losses from any high point for CRAZX and OTRFX.
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Drawdown Indicators
| CRAZX | OTRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.21% | -9.73% | -8.48% |
Max Drawdown (1Y)Largest decline over 1 year | -5.16% | -3.02% | -2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -8.82% | -5.76% | -3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -18.21% | -9.51% | -8.70% |
Max Drawdown (10Y)Largest decline over 10 years | -18.21% | -9.51% | -8.70% |
Current DrawdownCurrent decline from peak | -1.55% | -1.05% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -2.95% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 1.43% | -0.15% |
Volatility
CRAZX vs. OTRFX - Volatility Comparison
Columbia Adaptive Risk Allocation Fund (CRAZX) has a higher volatility of 1.57% compared to OnTrack Core Fund (OTRFX) at 0.49%. This indicates that CRAZX's price experiences larger fluctuations and is considered to be riskier than OTRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRAZX | OTRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 0.49% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 6.47% | 2.29% | +4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.19% | 4.15% | +4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.69% | 3.07% | +5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.32% | 3.56% | +4.76% |
CRAZX vs. OTRFX - Expense Ratio Comparison
CRAZX has a 0.74% expense ratio, which is lower than OTRFX's 2.58% expense ratio.
Dividends
CRAZX vs. OTRFX - Dividend Comparison
CRAZX's dividend yield for the trailing twelve months is around 2.65%, less than OTRFX's 12.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRAZX Columbia Adaptive Risk Allocation Fund | 2.65% | 2.87% | 2.52% | 0.55% | 8.14% | 20.39% | 2.12% | 7.51% | 6.22% | 7.14% | 0.94% | 1.03% |
OTRFX OnTrack Core Fund | 12.41% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
Frequently Asked Questions
CRAZX and OTRFX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRAZX has higher volatility (1.57%) compared to OTRFX (0.49%). In terms of maximum drawdown, CRAZX dropped -18.21% vs OTRFX's -9.73%.
OTRFX currently has the higher Sharpe Ratio (2.30 vs 1.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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